Last Update: 22 Feb 2019 1:15 GMT+0
The Egypt 10Y Government Bond has a 17.780% yield.
10 Years vs 2 Years bond spread is -35.1 bp. Yield Curve is inverted in Long-Term vs Short-Term Maturities
Central Bank Rate is 15.75%.
The Egypt rating is B, according to Standard & Poor's agency.
Current 5-Years Credit Default Swap quotation is 362.72 and implied probability of default is 6.05%.
| Yield Comparison | Spread | Curve Convexity | ||
|---|---|---|---|---|
| 2Y vs 1Y | -6.2 bp | Yield Curve is inverted in Short-Term Maturities | ||
| 5Y vs 2Y | -4.1 bp | Yield Curve is inverted in Mid-Term vs Short-Term Maturities | ||
| 10Y vs 2Y | -35.1 bp | Yield Curve is inverted in Long-Term vs Short-Term Maturities | ||
| Rating Agency | Rating | Outlook |
|---|---|---|
| Standard & Poor's |
B
|
- |
| Moody's Investors Service |
B3
|
positive |
| Fitch Ratings |
B
|
positive |
| DBRS |
-
|
- |
| Egypt Credit Ratings History | ||
| Interest Rates | |
|---|---|
| Central Bank Rate | 15.75% |
| Credit Default Swap | CDS Value | Var % 1W | Var % 1M | Var % 1Y | Implied PD | |
|---|---|---|---|---|---|---|
| 5 Years CDS | 362.72 | +1.19 % | -11.02 % | +39.90 % | 6.05 % |
Egypt Government Bonds
List of available Government Bonds. Click on the "Residual Maturity" link to get historical serie. Click on the Forecast link
, to see preditions of bond yield.
Price refers to a hypothetical zero coupon bond, with a face value 100.
| Residual Maturity |
Yield | ZC Price | Fx | ||||||
|---|---|---|---|---|---|---|---|---|---|
| Last | Chg 1M | Chg 6M | Last | Chg 1M | Chg 6M | ||||
| 3 months | 18.305% | -16.9 bp | -53.8 bp | ||||||
| 6 months | 18.548% | -5.5 bp | -67.6 bp | ||||||
| 9 months | 18.274% | -39.7 bp | -91.4 bp | ||||||
| 1 year | 18.193% | -65.8 bp | -86.7 bp | 84.61 | +0.56 % | +0.74 % | |||
| 2 years | 18.131% | -95.2 bp | -65.7 bp | 71.66 | +1.62 % | +1.11 % | |||
| 3 years | 18.084% | -99.2 bp | -44.9 bp | 60.73 | +2.53 % | +1.13 % | |||
| 5 years | 18.090% | -40.6 bp | -15.8 bp | 43.54 | +1.73 % | +0.67 % | |||
| 7 years | 17.950% | -27.6 bp | -25.6 bp | 31.49 | +1.68 % | +1.55 % | |||
| 10 years | 17.780% | -22.0 bp | +18.0 bp | 19.47 | +1.88 % | -1.52 % | |||
10Y Bond Yield Spread - Egypt vs Main Countries
The Egypt 10Y Government Bond has a 17.780% yield. Click on Spread value for the historical serie.
A positive spread (marked by a red circle) means that the 10Y Bond Yield is higher than the corresponding foreign bond.
Clicking on the "Full Country Comparison" link, you can perform a full check of available data and see the differences between the countries.
| Egypt 10Y vs | Current Spread | Chg 1M | Chg 6M | Country Full Comparison |
|
|---|---|---|---|---|---|
| Japan 10Y | 1781.7 bp | -17.9 | +31.1 | ||
| Germany 10Y | 1765.6 bp | -11.6 | +39.6 | ||
| France 10Y | 1723.5 bp | -12.6 | +32.3 | ||
| United Kingdom 10Y | 1657.8 bp | -10.2 | +24.5 | ||
| Spain 10Y | 1655.7 bp | -8.5 | +35.9 | ||
| Canada 10Y | 1585.6 bp | -17.5 | +51.3 | ||
| Australia 10Y | 1567.8 bp | -4.1 | +61.8 | ||
| United States 10Y | 1509.2 bp | -16.2 | +31.1 | ||
| Italy 10Y | 1492.3 bp | -29.7 | +38.6 | ||
| China 10Y | 1461.8 bp | -25.2 | +66.4 | ||
| India 10Y | 1023.6 bp | -23.1 | +46.3 | ||
| Russia 10Y | 934.0 bp | -38.0 | +36.0 | ||
| Brazil 10Y | 878.0 bp | -16.0 | +334.0 |
Egypt Government Bonds Prices
Price Simulation: bonds with a face value of 100, with different coupon rates. The overall yield is the current market yield. The highlighted column refers to the zero coupon bond.
| Residual Maturity |
Yield | Bond Price - with different Coupon Rates | ||||||
|---|---|---|---|---|---|---|---|---|
| 0% | 1% | 3% | 5% | 7% | 9% | |||
| 10 years | 17.780% | 19.47 | 24.00 | 33.05 | 42.11 | 51.17 | 60.23 | |
| 7 years | 17.950% | 31.49 | 35.30 | 42.94 | 50.57 | 58.20 | 65.84 | |
| 5 years | 18.090% | 43.54 | 46.67 | 52.91 | 59.15 | 65.39 | 71.63 | |
| 3 years | 18.084% | 60.73 | 62.90 | 67.25 | 71.59 | 75.93 | 80.28 | |
| 2 years | 18.131% | 71.66 | 73.22 | 76.35 | 79.47 | 82.60 | 85.73 | |
| 1 year | 18.193% | 84.61 | 85.45 | 87.15 | 88.84 | 90.53 | 92.22 | |
| Maturity Date | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | 100.00 | ||